Pacific Northwest and Alaska Fishermen and Boaters, Meat Lovers: Try This Recipe: Brought to you by Salty Dog Maritime Marketing: Filet Mignon, Pacific Northwest Shrimp, Asparagus & Hollandaise. This recipe for Filet Mignon with Shrimp, Asparagus and Hollandaise Sauce is a true feast and the best of both words- land and sea. The only work this savory recipe involves is preparing the Cocktail Shrimp, and seasoning the Filet Mignons with your seasoning of choice (if any) before cooking. Then, simply top the shrimp with the Asparagus covered in Hollandaise Sauce and you have a well-balanced and delectable meal.